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I am looking for a market that has the absolute cheapest transaction costs. I want my cost per trade to be as low as possible. This could be in any type of market that trades can be executed quickly (so there is an assumption of "good" liquidity) on the computer or over the phone (Stocks...

Thanks for defeating my stupidity with a sword of obvious. haha

Why doesn't the True Range take into account the Previous Day's high vs the next day's close (or other combinations for that matter)? If it is meant to find how much the market's max movement was over 24 hours then it is failing by including only the 3 normally included absolute differences...